-41.3%
PDD vs BNS
+40.7%
-82.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | -3.0% | +2.8% | -5.8% | -3.8% |
| 3M | -6.2% | +3.0% | -9.2% | -7.2% |
| 6M | -20.7% | +23.3% | -44.0% | -29.0% |
| YTD | -30.4% | +29.3% | -59.7% | -40.0% |
| 1Y | -41.3% | +41.7% | -83.0% | -51.6% |
| All | -41.3% | +40.7% | -82.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling